| Publication | Date of Publication | Type |
|---|
Modeling of linear uncertain portfolio selection with uncertain constraint and risk index
Fuzzy Optimization and Decision Making | 2024-09-16 | Paper |
The breaking of additively reciprocal property of fuzzy preference relations and its implication to decision making under uncertainty
Information Sciences | 2024-01-10 | Paper |
Optimal futures hedging strategies based on an improved kernel density estimation method
Soft Computing | 2022-11-22 | Paper |
scientific article; zbMATH DE number 7580370 (Why is no real title available?)
| 2022-09-01 | Paper |
Robust international portfolio optimization with worst-case mean-CVaR
European Journal of Operational Research | 2022-07-22 | Paper |
Quasi-closed-form solution and numerical method for currency option with uncertain volatility model
Soft Computing | 2022-07-18 | Paper |
Analytical valuation for geometric Asian options in illiquid markets
Physica A | 2022-06-30 | Paper |
Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion
Physica A | 2022-06-27 | Paper |
Methanol futures hedging with skewed normal distribution by copula method
International Journal of Computer Mathematics | 2022-02-18 | Paper |
Predicting stock market volatility based on textual sentiment: a nonlinear analysis
Journal of Forecasting | 2021-11-25 | Paper |
Hedging the exchange rate risk for international portfolios
Mathematics and Computers in Simulation | 2021-03-06 | Paper |
Hedging model with cross-currency options based on copula-GARCH method
| 2020-08-12 | Paper |
Online ordering rules for the multi-period newsvendor problem with quantity discounts
Annals of Operations Research | 2020-04-22 | Paper |
Parameter identification for the discretely observed geometric fractional Brownian motion
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
On-line strategies for multi-period newsvendor problem with price quantity discount
| 2019-09-20 | Paper |
A two-product, multi-period nonstationary newsvendor problem with budget constraint
Soft Computing | 2019-08-14 | Paper |
Emergency decision-making method for stock investment based on forecast theory with four reference points
| 2019-06-21 | Paper |
Hedging long-term exposures of a well-diversified portfolio with short-term stock index futures contracts
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Fuzzy portfolio selection model with real features and different decision behaviors
Fuzzy Optimization and Decision Making | 2018-10-16 | Paper |
The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate
Physica A | 2018-09-20 | Paper |
Nonlinear evolution research for stock market, money market and foreign exchange market
| 2018-07-18 | Paper |
Trade and currency options hedging model
Journal of Computational and Applied Mathematics | 2018-06-20 | Paper |
Fuzzy multi-period portfolio selection model with discounted transaction costs
Soft Computing | 2018-03-07 | Paper |
Competitive ordering strategy for multi-period perishable inventory problem with shipping
| 2018-01-29 | Paper |
An axiomatic approach to approximation-consistency of triangular fuzzy reciprocal preference relations
Fuzzy Sets and Systems | 2017-08-15 | Paper |
Multi-period cardinality constrained portfolio selection models with interval coefficients
Annals of Operations Research | 2017-03-03 | Paper |
Fuzzy random portfolio model with investment limited
| 2016-08-10 | Paper |
A multi-period fuzzy portfolio optimization model with minimum transaction lots
European Journal of Operational Research | 2016-07-26 | Paper |
A fuzzy portfolio selection model with background risk
Applied Mathematics and Computation | 2016-06-22 | Paper |
Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
Fuzzy Sets and Systems | 2016-04-28 | Paper |
Parameter identification for drift fractional Brownian motions with application to the Chinese stock markets
Communications in Statistics. Simulation and Computation | 2015-07-29 | Paper |
A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
Fuzzy Sets and Systems | 2015-06-23 | Paper |
A group decision making model based on a generalized ordered weighted geometric average operator with interval preference matrices
Fuzzy Sets and Systems | 2015-06-23 | Paper |
Probability-free solutions to the non-stationary newsvendor problem
Annals of Operations Research | 2015-02-27 | Paper |
Consistency analysis of triangular fuzzy reciprocal preference relations
European Journal of Operational Research | 2015-02-19 | Paper |
Fuzzy portfolio optimization model under real constraints
Insurance Mathematics \& Economics | 2014-06-23 | Paper |
Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
OR Spectrum | 2014-06-13 | Paper |
Maximum-likelihood estimators in the mixed fractional Brownian motion
Statistics | 2014-03-14 | Paper |
Pricing equity warrants in a bifractional Brownian motion
| 2014-02-28 | Paper |
A class of on-line portfolio selection algorithms based on linear learning
Applied Mathematics and Computation | 2014-01-02 | Paper |
Pricing European barrier options in fuzzy and stochastic environments
| 2013-06-20 | Paper |
A risk-reward model for the on-line leasing of depreciable equipment
Information Processing Letters | 2013-04-04 | Paper |
Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes
Science China. Mathematics | 2013-01-28 | Paper |
Fuzzy multi-period portfolio selection optimization models using multiple criteria
Automatica | 2013-01-21 | Paper |
A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
European Journal of Operational Research | 2012-12-29 | Paper |
A goal programming model for incomplete interval multiplicative preference relations and its application in group decision-making
European Journal of Operational Research | 2012-08-16 | Paper |
Optimal randomized algorithm for a generalized ski-rental with interest rate
Information Processing Letters | 2012-07-25 | Paper |
A new method of obtaining the priority weights from an interval fuzzy preference relation
Information Sciences | 2012-06-08 | Paper |
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion
Acta Mathematica Scientia. Series B. (English Edition) | 2012-06-01 | Paper |
Risk-reward models for on-line leasing of depreciable equipment
Computers & Mathematics with Applications | 2012-05-28 | Paper |
On constructing 1-cheating immune secret-sharing functions
International Journal of Computer Mathematics | 2012-05-15 | Paper |
Construction of almost optimal resilient Boolean functions via concatenating Maiorana-McFarland functions
Science China Information Sciences | 2012-05-09 | Paper |
A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
Insurance Mathematics \& Economics | 2012-02-10 | Paper |
Pricing geometric average Asian warranties under fractional Brownian motion
| 2012-01-27 | Paper |
Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
Insurance Mathematics \& Economics | 2011-12-21 | Paper |
Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation
Applied Mathematical Modelling | 2011-11-11 | Paper |
Competitive strategy for on-line leasing of depreciable equipment
Mathematical and Computer Modelling | 2011-11-11 | Paper |
Competitive analysis for online leasing problem with compound interest rate
Abstract and Applied Analysis | 2011-09-09 | Paper |
Fuzzy pricing of american options on stocks with known dividends and its algorithm
International Journal of Intelligent Systems | 2011-07-27 | Paper |
Uncertainty portfolio model in cross currency markets
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2011-02-02 | Paper |
Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
Computational Economics | 2010-10-26 | Paper |
A study of Greek letters of currency option under uncertainty environments
Mathematical and Computer Modelling | 2010-07-16 | Paper |
Portfolio adjusting optimization under credibility measures
Journal of Computational and Applied Mathematics | 2010-05-21 | Paper |
An amendatory branch and bound algorithm for MAD model with concave transaction costs and bounded assets constraints
| 2010-02-25 | Paper |
A fuzzy portfolio selection method based on possibilistic mean and variance
Soft Computing | 2009-09-18 | Paper |
Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
European Journal of Operational Research | 2009-04-30 | Paper |
Notes on possibilistic variances of fuzzy numbers
Applied Mathematics Letters | 2008-02-14 | Paper |
A comparative analysis of possibilistic variances and covariances of fuzzy numbers
| 2007-10-17 | Paper |
An analytic derivation of admissible efficient frontier with borrowing
European Journal of Operational Research | 2007-10-05 | Paper |
Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
Information Sciences | 2007-05-18 | Paper |
scientific article; zbMATH DE number 5060399 (Why is no real title available?)
| 2006-10-04 | Paper |
scientific article; zbMATH DE number 5049695 (Why is no real title available?)
| 2006-08-28 | Paper |
On admissible efficient portfolio selection: models and algorithms
Applied Mathematics and Computation | 2006-06-16 | Paper |
Weighted portfolio selection for return rate with fuzzy number
| 2006-03-01 | Paper |
Searching for two counterfeit coins with two-arms balance
Discrete Applied Mathematics | 2005-12-27 | Paper |
Algorithmic Applications in Management
Lecture Notes in Computer Science | 2005-11-30 | Paper |
On admissible efficient portfolio selection policy
Applied Mathematics and Computation | 2005-11-16 | Paper |
On admissible efficient portfolio selection problem
Applied Mathematics and Computation | 2005-01-17 | Paper |
Convergence of the Euler scheme for stochastic functional partial differential equations
Applied Mathematics and Computation | 2004-10-13 | Paper |
scientific article; zbMATH DE number 1942643 (Why is no real title available?)
| 2003-10-14 | Paper |
scientific article; zbMATH DE number 1983123 (Why is no real title available?)
| 2003-09-18 | Paper |
scientific article; zbMATH DE number 1778182 (Why is no real title available?)
| 2002-08-11 | Paper |
A nonlinear PID control method with optimal correction function and its application in torpedo trajectory control system
Control Theory \& Applications | 2001-05-21 | Paper |
scientific article; zbMATH DE number 1816732 (Why is no real title available?)
| 2001-01-01 | Paper |
